Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332686.7695 | 475251.8378 | -142565.0682 | -72292.9836 | 109624.4218 | -181917.4054 |
Total P&L (%) | 332.6868 | 475.2518 | -142.5651 | -72.293 | 109.6244 | -181.9174 |
Avg Daily Profit (%) | 0.1824 | 0.2606 | -0.0782 | -0.0704 | 0.0406 | 0 |
Buy And Hold Return (%) | 161.5032 | 161.5032 | 161.5032 | 161.5032 | 161.5032 | 161.5032 |
Max Trade Drawdown | -219433 | -114407 | -166457 | -208309 | -118533 | -153097 |
Profit Factor | 1.4116 | 2.3154 | 0.681 | 0.8638 | 1.5171 | 0.4291 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 43.6782 | 50 | 37.2093 | 43.6782 | 50 | 37.2093 |
Ratio Avg Win / Avg Loss | 1.8203 | 2.3154 | 1.1492 | 1.1138 | 1.5171 | 0.7241 |
Largest Winning Trade | 231280 | 231280 | 77102 | 84297 | 84297 | 55067 |
Largest Losing Trade | -53780 | -53780 | -45641 | -49866 | -45771 | -49866 |
Avg Bars in Trades | 122 | 102 | 143 | 122 | 102 | 143 |
Avg Bars in Winners | 163 | 140 | 195 | 163 | 140 | 195 |
Avg Bars in Losers | 91 | 65 | 112 | 91 | 65 | 112 |
Bars Traded | 10700 | 4521 | 6179 | 10700 | 4521 | 6179 |
Profit Streak | 26.7192 | 67.3858 | 0 | 26.7192 | 67.3858 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 42261 | 374921 | -584034 | -580796 | -300908 | -585701 |
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10942, "evaluation_days": 1823.67, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605153600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760217335744, "expiration_time": 1764925344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 90, "offset": 85 } }, "second_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 332686.7695497543, 475251.8377925821, -142565.0682428282, -72292.9835843747, 109624.4217877161, -181917.4053720908 ], [ 332.68677, 475.251838, -142.565068, -72.292984, 109.624422, -181.917405 ], [ 0.182427, 0.260602, -0.078175, -0.070354, 0.040594, 0 ], [ 161.503155, 161.503155, 161.503155, 161.503155, 161.503155, 161.503155 ], [ -219433, -114407, -166457, -208309, -118533, -153097 ], [ 1.411622, 2.315418, 0.681019, 0.863767, 1.517059, 0.429084 ], [ 87, 44, 43, 87, 44, 43 ], [ 38, 22, 16, 38, 22, 16 ], [ 49, 22, 27, 49, 22, 27 ], [ 43.678161, 50, 37.209302, 43.678161, 50, 37.209302 ], [ 1.82025, 2.315418, 1.14922, 1.113805, 1.517059, 0.72408 ], [ 231280, 231280, 77102, 84297, 84297, 55067 ], [ -53780, -53780, -45641, -49866, -45771, -49866 ], [ 122, 102, 143, 122, 102, 143 ], [ 163, 140, 195, 163, 140, 195 ], [ 91, 65, 112, 91, 65, 112 ], [ 10700, 4521, 6179, 10700, 4521, 6179 ], [ 26.719164, 67.38583, 0, 26.719164, 67.38583, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 42261, 374921, -584034, -580796, -300908, -585701 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10942, "evaluation_days": 1823.67, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1605153600000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760217335744, "expiration_time": 1764925344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 90, "offset": 85 } }, "second_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|